+39.9%
CL vs PHM
+175.2%
-135.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.9% |
| 7D | +1.3% | +6.2% | -4.9% | +0.4% |
| 30D | +11.4% | +17.9% | -6.6% | +8.7% |
| 3M | +4.4% | +2.5% | +1.9% | +3.9% |
| 6M | +10.8% | +10.8% | 0.0% | +8.9% |
| YTD | +25.1% | +13.7% | +11.4% | +22.3% |
| 1Y | +28.0% | +12.4% | +15.6% | +25.2% |
| 3Y | +37.6% | +65.6% | -28.0% | +26.6% |
| All | +39.9% | +175.2% | -135.4% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling